+105.7%
MTUM vs ABCL
-82.9%
+188.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -1.5% |
| 7D | +1.2% | -9.6% | +10.8% | +2.2% |
| 30D | -1.7% | +7.2% | -8.9% | -2.6% |
| 3M | -0.5% | +105.5% | -106.0% | -8.7% |
| 6M | +22.3% | +193.0% | -170.7% | +7.7% |
| YTD | +21.4% | +205.8% | -184.5% | +5.8% |
| 1Y | +20.0% | +144.4% | -124.4% | +6.1% |
| 3Y | +113.0% | +93.3% | +19.6% | +84.8% |
| 5Y | +77.3% | -44.9% | +122.2% | +64.8% |
| All | +105.7% | -82.9% | +188.5% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling